FeedbackMat_BS: Compute the Feedback matrix of each bootstrap draw

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Compute the Feedback matrix of each bootstrap draw

Description

Compute the Feedback matrix of each bootstrap draw

Usage

FeedbackMat_BS(
  ModelType,
  RiskFactors_TS,
  FactorLabels,
  Economies,
  GVARlist,
  JLLlist,
  WishBRW,
  BRWlist
)

Arguments

ModelType	String-vector containing the label of the model to be estimated
RiskFactors_TS	Time-series of risk factors of the bootstrap (F x T)
FactorLabels	String-list based which contains the labels of all the variables present in the model
Economies	String-vector containing the names of the economies which are part of the economic system
GVARlist	List of necessary inputs for the estimation of GVAR-based models
JLLlist	List of necessary inputs for the estimation of JLL-based models
WishBRW	Whether the user wishes to estimate the physical parameter model with the Bias correction model from BRW (2012) (see "Bias_Correc_VAR" function). Default is set to 0.
BRWlist	List of necessary inputs for performing the bias-corrected estimation (see Bias_Correc_VAR function)

MultiATSM documentation built on April 4, 2025, 1:40 a.m.